ECBOT 10 Year T-Note Future September 2008
Trading Metrics calculated at close of trading on 13-Jun-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2008 |
13-Jun-2008 |
Change |
Change % |
Previous Week |
Open |
112-180 |
111-130 |
-1-050 |
-1.0% |
114-070 |
High |
112-220 |
111-300 |
-0-240 |
-0.7% |
114-150 |
Low |
111-080 |
111-010 |
-0-070 |
-0.2% |
111-010 |
Close |
111-160 |
111-050 |
-0-110 |
-0.3% |
111-050 |
Range |
1-140 |
0-290 |
-0-170 |
-37.0% |
3-140 |
ATR |
1-017 |
1-014 |
-0-003 |
-1.0% |
0-000 |
Volume |
1,062,737 |
1,110,600 |
47,863 |
4.5% |
5,569,077 |
|
Daily Pivots for day following 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-030 |
113-170 |
111-210 |
|
R3 |
113-060 |
112-200 |
111-130 |
|
R2 |
112-090 |
112-090 |
111-103 |
|
R1 |
111-230 |
111-230 |
111-077 |
111-175 |
PP |
111-120 |
111-120 |
111-120 |
111-092 |
S1 |
110-260 |
110-260 |
111-023 |
110-205 |
S2 |
110-150 |
110-150 |
110-317 |
|
S3 |
109-180 |
109-290 |
110-290 |
|
S4 |
108-210 |
109-000 |
110-210 |
|
|
Weekly Pivots for week ending 13-Jun-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-170 |
120-090 |
113-015 |
|
R3 |
119-030 |
116-270 |
112-032 |
|
R2 |
115-210 |
115-210 |
111-252 |
|
R1 |
113-130 |
113-130 |
111-151 |
112-260 |
PP |
112-070 |
112-070 |
112-070 |
111-295 |
S1 |
109-310 |
109-310 |
110-269 |
109-120 |
S2 |
108-250 |
108-250 |
110-168 |
|
S3 |
105-110 |
106-170 |
110-068 |
|
S4 |
101-290 |
103-030 |
109-085 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
115-252 |
2.618 |
114-099 |
1.618 |
113-129 |
1.000 |
112-270 |
0.618 |
112-159 |
HIGH |
111-300 |
0.618 |
111-189 |
0.500 |
111-155 |
0.382 |
111-121 |
LOW |
111-010 |
0.618 |
110-151 |
1.000 |
110-040 |
1.618 |
109-181 |
2.618 |
108-211 |
4.250 |
107-058 |
|
|
Fisher Pivots for day following 13-Jun-2008 |
Pivot |
1 day |
3 day |
R1 |
111-155 |
112-025 |
PP |
111-120 |
111-247 |
S1 |
111-085 |
111-148 |
|